8.2 Business Assumptions Supported

The application supports the following types of business assumptions:

Table 7-1 List of business assumptions

Assumption Category Assumption Sub-category
Cash Flow Movement Cash Flow Movement
Asset Sale
Cash Flow Delay
Delinquency
Prepayment
Recovery
Rollover
Run-off
Encumbrance Encumbrance
Ratings Downgrade
Valuation Changes
Incremental Cash Flow Incremental Cash Flow
Drawdown
New Business
Ratings Downgrade
Run-off
Secured Funding/Financing
Valuation Changes
Value Change Available Stable Funding Factor
Haircut
Required Stable Funding Factor

The computations related to each assumption category and sub-category is explained in detail, in the following sections.